As mentioned in
another thread, facial hair comes easier for some than others. I'm Italian and quite hairy, so I started shaving when I was 14. After a while, it seemed that the more I shaved, the thicker it grew back in. Some people say that shaving stimulates hair growth, while others say that is an old wives tale. All I know is that by the time I was 16, I needed to shave daily. A sixteen year old kid with a four-o-clock shadow looks rather odd, but not as bad as I would have with a Grizzley Adams beard.
If you do want your facial hair to start growing thicker, you might want to just start shaving daily. You will notice that it will come in thicker during the full moon.